{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "from machine_lib import * "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "b'{\"user\":{\"id\":\"JW80368\"},\"token\":{\"expiry\":14400.0},\"permissions\":[\"CONSULTANT\",\"MULTI_SIMULATION\",\"PROD_ALPHAS\",\"REFERRAL\",\"SUPER_ALPHA\",\"VISUALIZATION\",\"WORKDAY\"]}'\n",
      "0\n",
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      "['g8qw3RK', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 5)', -6.06, 0.4713, -4.48, -0.001093, '2024-12-07T23:12:05-05:00', 4, 1]\n",
      "['e38KmYg', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 5)', -6.05, 0.4808, -4.41, -0.001063, '2024-12-07T23:24:52-05:00', 4, 1]\n",
      "['OGwq2qR', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 5)', -5.93, 0.476, -4.36, -0.001081, '2024-12-07T23:20:10-05:00', 4, 1]\n",
      "['8pk7Pdq', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 5)', -5.88, 0.4774, -4.16, -0.001001, '2024-12-07T23:15:37-05:00', 4, 1]\n",
      "['lW66l55', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -5.0, 0.2158, -7.07, -0.003996, '2024-12-07T22:53:21-05:00', 4, 1]\n",
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      "['r26EQzo', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 22)', -2.74, 0.2515, -2.16, -0.001239, '2024-12-07T23:07:57-05:00', 4, 1]\n",
      "['lW6krln', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 22)', -2.73, 0.2546, -1.71, -0.000787, '2024-12-07T23:11:41-05:00', 4, 1]\n",
      "['nNkkr0w', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.71, 0.2719, -2.15, -0.001261, '2024-12-07T22:59:47-05:00', 4, 1]\n",
      "['AGJJ7PX', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 5)', -2.69, 0.4161, -1.72, -0.000816, '2024-12-07T22:53:40-05:00', 4, 1]\n",
      "['oNwwQem', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -2.69, 0.1775, -2.59, -0.001853, '2024-12-07T22:47:56-05:00', 4, 1]\n",
      "['OGwkYkg', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 22)', -2.68, 0.2503, -1.68, -0.000784, '2024-12-07T23:25:02-05:00', 4, 1]\n",
      "['oNwwGP6', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.67, 0.0884, -3.39, -0.004563, '2024-12-07T22:59:09-05:00', 4, 1]\n",
      "['KGYqLlg', '-ts_kurtosis(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 120)', -2.65, 0.1387, -2.54, -0.001835, '2024-12-07T23:11:57-05:00', 4, 1]\n",
      "['a122zG5', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 5)', -2.62, 0.4189, -1.51, -0.000663, '2024-12-07T22:59:11-05:00', 4, 1]\n",
      "200\n",
      "['1pV1Z5m', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 2.11, 0.0947, 1.68, 0.001666, '2024-12-07T23:15:38-05:00', 4, 1]\n",
      "['6pP32aP', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 2.09, 0.0914, 1.69, 0.001795, '2024-12-07T23:20:11-05:00', 4, 1]\n",
      "['m52A3Jx', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 240)', 2.08, 0.1138, 1.62, 0.001333, '2024-12-07T23:25:01-05:00', 4, 1]\n",
      "['bQ2V8JZ', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 2.04, 0.1175, 1.57, 0.001267, '2024-12-07T23:16:18-05:00', 4, 1]\n",
      "['PGrqveW', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 2.04, 0.09, 1.71, 0.001957, '2024-12-07T23:11:33-05:00', 4, 1]\n",
      "['6pP32NG', 'ts_quantile(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 2.0, 0.1385, 1.4, 0.000987, '2024-12-07T23:20:22-05:00', 4, 1]\n",
      "['lW6kKal', 'ts_quantile(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 2.0, 0.1378, 1.4, 0.000978, '2024-12-07T23:15:53-05:00', 4, 1]\n",
      "['YvwmrKq', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 120)', 1.97, 0.1031, 1.47, 0.00135, '2024-12-07T23:24:57-05:00', 4, 1]\n",
      "['AGJYV0X', 'ts_quantile(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 1.97, 0.1471, 1.32, 0.000899, '2024-12-07T23:16:40-05:00', 4, 1]\n",
      "['dZ8gPmK', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 1.96, 0.1136, 1.49, 0.001273, '2024-12-07T23:20:10-05:00', 4, 1]\n",
      "['qNkvgRE', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 120)', -2.59, 0.0723, -2.4, -0.002962, '2024-12-07T23:11:54-05:00', 4, 1]\n",
      "['Yvwwgb6', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.59, 0.2234, -2.35, -0.001645, '2024-12-07T22:53:43-05:00', 4, 1]\n",
      "['LGbb1Kv', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -2.59, 0.0907, -2.84, -0.003314, '2024-12-07T22:53:19-05:00', 4, 1]\n",
      "['AGJJzLl', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 5)', -2.56, 0.4202, -1.57, -0.000748, '2024-12-07T22:59:09-05:00', 4, 1]\n",
      "['0pkkNnv', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -2.53, 0.2188, -2.19, -0.001502, '2024-12-07T22:58:30-05:00', 4, 1]\n",
      "['WAwwWlO', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 22)', -2.53, 0.2283, -1.76, -0.000967, '2024-12-07T22:50:23-05:00', 4, 1]\n",
      "['zNwwXXX', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.52, 0.1906, -2.22, -0.001559, '2024-12-07T22:47:57-05:00', 4, 1]\n",
      "['j6llNQO', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.5, 0.1672, -2.39, -0.00183, '2024-12-07T22:47:56-05:00', 4, 1]\n",
      "['m522jrE', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 5)', -2.49, 0.5049, -1.5, -0.000721, '2024-12-07T22:54:33-05:00', 4, 1]\n",
      "['e388xxN', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.49, 0.2207, -2.1, -0.001418, '2024-12-07T22:53:41-05:00', 4, 1]\n",
      "['QGrqmKg', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 120)', -2.46, 0.1725, -2.13, -0.001497, '2024-12-07T23:08:04-05:00', 4, 1]\n",
      "['JG0YjMe', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.46, 0.2467, -2.34, -0.001813, '2024-12-07T23:03:49-05:00', 4, 1]\n",
      "['7zq0L18', '-ts_kurtosis(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 120)', -2.44, 0.1334, -2.39, -0.001915, '2024-12-07T23:16:37-05:00', 4, 1]\n",
      "300\n",
      "['kPkbYAO', 'ts_rank(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 240)', 1.94, 0.1275, 1.36, 0.00098, '2024-12-07T23:20:25-05:00', 4, 1]\n",
      "['2pqQj6J', 'ts_rank(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 1.91, 0.1253, 1.34, 0.000988, '2024-12-07T23:16:19-05:00', 4, 1]\n",
      "['NbWqAOe', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 1.91, 0.1139, 1.44, 0.001245, '2024-12-07T23:11:40-05:00', 4, 1]\n",
      "['zNwQOWV', 'ts_rank(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 1.9, 0.1252, 1.33, 0.000975, '2024-12-07T23:11:40-05:00', 4, 1]\n",
      "['XowP1El', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 120)', 1.89, 0.1013, 1.45, 0.001457, '2024-12-07T23:11:33-05:00', 4, 1]\n",
      "['KGYqraE', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 120)', 1.87, 0.1066, 1.35, 0.00123, '2024-12-07T23:15:38-05:00', 4, 1]\n",
      "['PGrrjPE', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 22)', -2.43, 0.3488, -1.44, -0.000706, '2024-12-07T22:48:12-05:00', 4, 1]\n",
      "['wawwwe1', '-winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4)', -2.41, 0.163, -2.46, -0.002091, '2024-12-07T22:48:35-05:00', 4, 1]\n",
      "['AGJY3nX', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 66)', -2.39, 0.0889, -1.85, -0.001681, '2024-12-07T23:12:06-05:00', 4, 1]\n",
      "['ZEwwK7d', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.39, 0.1396, -2.76, -0.002672, '2024-12-07T22:53:42-05:00', 4, 1]\n",
      "['nNkkN13', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 5)', -2.37, 0.3724, -1.84, -0.001205, '2024-12-07T22:53:55-05:00', 4, 1]\n",
      "['WAwnEzk', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.36, 0.112, -2.96, -0.003515, '2024-12-07T23:03:40-05:00', 4, 1]\n",
      "['OGwqK5b', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 66)', -2.35, 0.1125, -2.32, -0.002158, '2024-12-07T23:07:57-05:00', 4, 1]\n",
      "['lW6kLv2', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 22)', -2.33, 0.2228, -1.55, -0.000884, '2024-12-07T23:03:34-05:00', 4, 1]\n",
      "['vNnnlG3', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -2.33, 0.267, -1.62, -0.000969, '2024-12-07T22:53:21-05:00', 4, 1]\n",
      "['VGwwwPJ', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -2.33, 0.2067, -2.0, -0.001479, '2024-12-07T22:48:36-05:00', 4, 1]\n",
      "['e38gO0J', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 5)', -2.32, 0.3327, -1.29, -0.000616, '2024-12-07T23:12:36-05:00', 4, 1]\n",
      "['5p77e9n', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -2.32, 0.2717, -1.61, -0.000962, '2024-12-07T22:59:24-05:00', 4, 1]\n",
      "['MGll7XM', '-ts_mean(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 5)', -2.32, 0.1328, -2.57, -0.002446, '2024-12-07T22:54:31-05:00', 4, 1]\n",
      "['3pY3qqz', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.31, 0.0829, -2.85, -0.004583, '2024-12-07T23:03:48-05:00', 4, 1]\n",
      "['VGww5wb', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.31, 0.1092, -2.77, -0.003285, '2024-12-07T22:59:23-05:00', 4, 1]\n",
      "['6pPPp8K', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.3, 0.1654, -2.04, -0.001576, '2024-12-07T22:53:58-05:00', 4, 1]\n",
      "['5p77O1o', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -2.3, 0.1993, -1.95, -0.001431, '2024-12-07T22:53:23-05:00', 4, 1]\n",
      "['RmZZKXd', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.29, 0.3389, -1.7, -0.001101, '2024-12-07T22:59:22-05:00', 4, 1]\n",
      "['wawwEY6', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.29, 0.2221, -1.87, -0.001334, '2024-12-07T22:53:42-05:00', 4, 1]\n",
      "['vNnxRw3', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.28, 0.0819, -2.91, -0.004977, '2024-12-07T23:03:49-05:00', 4, 1]\n",
      "['6pPP56p', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.28, 0.0628, -2.19, -0.003678, '2024-12-07T23:03:14-05:00', 4, 1]\n",
      "['1pVVP1K', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.28, 0.098, -2.79, -0.003809, '2024-12-07T22:59:24-05:00', 4, 1]\n",
      "['kPkk0ML', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -2.28, 0.2744, -1.58, -0.000959, '2024-12-07T22:53:23-05:00', 4, 1]\n",
      "['7zqq1Yv', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.27, 0.1816, -2.21, -0.001893, '2024-12-07T22:53:19-05:00', 4, 1]\n",
      "['7zq0kPO', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -2.25, 0.1323, -2.73, -0.002937, '2024-12-07T23:03:45-05:00', 4, 1]\n",
      "['XowPjMa', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.25, 0.0971, -2.83, -0.004063, '2024-12-07T23:03:42-05:00', 4, 1]\n",
      "['lW6kLkA', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.25, 0.1066, -2.77, -0.003558, '2024-12-07T23:03:24-05:00', 4, 1]\n",
      "['2pqqLWP', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.25, 0.154, -2.32, -0.002129, '2024-12-07T22:53:22-05:00', 4, 1]\n",
      "400\n",
      "['5p732q6', 'ts_min_diff(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 120)', 1.85, 0.1029, 1.35, 0.001291, '2024-12-07T23:20:11-05:00', 4, 1]\n",
      "['7zq06lQ', 'ts_rank(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 1.85, 0.1323, 1.23, 0.000886, '2024-12-07T23:15:56-05:00', 4, 1]\n",
      "['QGrjJrK', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 120)', 1.79, 0.1315, 1.22, 0.000936, '2024-12-07T23:25:00-05:00', 4, 1]\n",
      "['vNnxOYz', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 120)', 1.78, 0.1364, 1.19, 0.000898, '2024-12-07T23:16:17-05:00', 4, 1]\n",
      "['dZ8g2PX', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.24, 0.0916, -2.88, -0.004517, '2024-12-07T23:03:43-05:00', 4, 1]\n",
      "['r26E1Ro', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 22)', -2.24, 0.2219, -1.42, -0.000801, '2024-12-07T23:03:37-05:00', 4, 1]\n",
      "['r266VJJ', '-winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4)', -2.23, 0.0831, -3.01, -0.005494, '2024-12-07T22:59:26-05:00', 4, 1]\n",
      "['ZEwqorn', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 120)', -2.22, 0.0573, -1.66, -0.002442, '2024-12-07T23:12:06-05:00', 4, 1]\n",
      "['vNnxKPw', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.22, 0.1107, -2.7, -0.003334, '2024-12-07T23:03:42-05:00', 4, 1]\n",
      "['dZ8g2gX', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.22, 0.1169, -2.64, -0.003019, '2024-12-07T23:03:24-05:00', 4, 1]\n",
      "['zNwQbZR', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 66)', -2.21, 0.0861, -1.61, -0.001537, '2024-12-07T23:15:35-05:00', 4, 1]\n",
      "['8pkkJNW', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.21, 0.0882, -2.57, -0.003836, '2024-12-07T22:59:08-05:00', 4, 1]\n",
      "['3pYYR0Z', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -2.2, 0.191, -2.04, -0.001715, '2024-12-07T22:53:18-05:00', 4, 1]\n",
      "['OGwkYNp', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 22)', -2.19, 0.1112, -1.68, -0.001323, '2024-12-07T23:25:08-05:00', 4, 1]\n",
      "['Yvwn9WA', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 120)', -2.19, 0.0568, -1.64, -0.002462, '2024-12-07T23:20:11-05:00', 4, 1]\n",
      "['QGrqYoM', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', -2.19, 0.0467, -1.93, -0.004152, '2024-12-07T23:16:21-05:00', 4, 1]\n",
      "['NbWWkkE', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -2.19, 0.163, -2.03, -0.001716, '2024-12-07T22:47:58-05:00', 4, 1]\n",
      "['EG0Y2aR', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 66)', -2.18, 0.0881, -1.61, -0.001549, '2024-12-07T23:20:11-05:00', 4, 1]\n",
      "['qNkvKRA', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.18, 0.0831, -2.75, -0.004777, '2024-12-07T23:03:46-05:00', 4, 1]\n",
      "['kPkkOez', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.18, 0.1261, -2.49, -0.002613, '2024-12-07T22:59:23-05:00', 4, 1]\n",
      "['lW669ZA', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -2.18, 0.0977, -2.6, -0.003631, '2024-12-07T22:59:21-05:00', 4, 1]\n",
      "['EG0YZzL', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.17, 0.3196, -1.62, -0.00112, '2024-12-07T23:03:41-05:00', 4, 1]\n",
      "['LGb6W0a', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 66)', -2.15, 0.087, -1.57, -0.001528, '2024-12-07T23:24:53-05:00', 4, 1]\n",
      "['9pPbOZq', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 22)', -2.15, 0.1129, -1.65, -0.001304, '2024-12-07T23:20:53-05:00', 4, 1]\n",
      "['NbWqkao', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 22)', -2.15, 0.3295, -1.28, -0.000703, '2024-12-07T23:08:03-05:00', 4, 1]\n",
      "['lW669XA', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.15, 0.1059, -2.48, -0.003135, '2024-12-07T22:59:21-05:00', 4, 1]\n",
      "['pNJJQxx', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 120)', -2.15, 0.1737, -1.73, -0.001292, '2024-12-07T22:48:13-05:00', 4, 1]\n",
      "['NbWqNgo', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 22)', -2.14, 0.1099, -1.64, -0.001338, '2024-12-07T23:16:34-05:00', 4, 1]\n",
      "['PGrqJRJ', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.14, 0.0929, -2.59, -0.003957, '2024-12-07T23:03:45-05:00', 4, 1]\n",
      "['bQ22zbK', '-ts_mean(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.14, 0.0783, -2.8, -0.005459, '2024-12-07T22:59:06-05:00', 4, 1]\n",
      "['g8qqgPQ', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -2.14, 0.2483, -1.52, -0.001009, '2024-12-07T22:58:33-05:00', 4, 1]\n",
      "['e388xdM', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 5)', -2.14, 0.1695, -2.61, -0.002981, '2024-12-07T22:53:37-05:00', 4, 1]\n",
      "['5p73gbn', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 120)', -2.13, 0.0559, -1.58, -0.002455, '2024-12-07T23:15:36-05:00', 4, 1]\n",
      "['9pPbzed', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.13, 0.0854, -2.61, -0.004397, '2024-12-07T23:03:46-05:00', 4, 1]\n",
      "['OGwwxeR', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -2.13, 0.1668, -1.98, -0.001735, '2024-12-07T22:53:33-05:00', 4, 1]\n",
      "['2pqQ1M6', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -2.12, 0.3434, -1.29, -0.000742, '2024-12-07T23:03:19-05:00', 4, 1]\n",
      "['lW66oP5', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.12, 0.0895, -2.0, -0.002496, '2024-12-07T23:03:14-05:00', 4, 1]\n",
      "['QGrrgn5', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.11, 0.2692, -1.64, -0.001204, '2024-12-07T22:59:26-05:00', 4, 1]\n",
      "['kPkkGNz', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -2.11, 0.1217, -2.41, -0.002688, '2024-12-07T22:59:08-05:00', 4, 1]\n",
      "['3pYYgwP', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.11, 0.1752, -1.8, -0.001463, '2024-12-07T22:47:53-05:00', 4, 1]\n",
      "['r26Ekxj', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 66)', -2.1, 0.23, -2.2, -0.002198, '2024-12-07T23:07:48-05:00', 4, 1]\n",
      "['VGwqvg5', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -2.1, 0.2689, -1.63, -0.001202, '2024-12-07T23:03:20-05:00', 4, 1]\n",
      "['zNwwmAG', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -2.1, 0.1696, -1.76, -0.001398, '2024-12-07T22:53:19-05:00', 4, 1]\n",
      "['g8qwYqm', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.09, 0.1289, -2.32, -0.002464, '2024-12-07T23:03:23-05:00', 4, 1]\n",
      "['9pPbz19', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -2.09, 0.1634, -1.81, -0.001503, '2024-12-07T23:03:19-05:00', 4, 1]\n",
      "['LGbb762', '-ts_mean(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -2.08, 0.0949, -2.16, -0.002836, '2024-12-07T22:54:32-05:00', 4, 1]\n",
      "['5p79baM', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 240)', -2.06, 0.0474, -1.76, -0.003835, '2024-12-07T23:25:03-05:00', 4, 1]\n",
      "['VGwwY6A', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 22)', -2.06, 0.2264, -1.25, -0.000733, '2024-12-07T22:50:20-05:00', 4, 1]\n",
      "500\n",
      "['dZ8gPLv', 'ts_zscore(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 240)', 1.71, 0.1269, 1.16, 0.000918, '2024-12-07T23:20:07-05:00', 4, 1]\n",
      "['1pV121z', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 120)', 1.69, 0.1304, 1.13, 0.00089, '2024-12-07T23:20:10-05:00', 4, 1]\n",
      "['LGbq2qn', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 240)', 1.69, 0.1048, 1.15, 0.001113, '2024-12-07T23:20:09-05:00', 4, 1]\n",
      "['LGb6jPa', '-ts_arg_max(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 120)', -2.05, 0.0564, -1.5, -0.002358, '2024-12-07T23:24:54-05:00', 4, 1]\n",
      "['LGbqL1M', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 22)', -2.05, 0.134, -1.64, -0.001276, '2024-12-07T23:04:03-05:00', 4, 1]\n",
      "['OGwwVlq', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -2.05, 0.7683, -1.02, -0.000492, '2024-12-07T22:59:43-05:00', 4, 1]\n",
      "['GG00KoG', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 66)', -2.05, 0.1123, -1.74, -0.001607, '2024-12-07T22:58:35-05:00', 4, 1]\n",
      "['wawOvdY', '-ts_kurtosis(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', -2.04, 0.1012, -1.74, -0.001801, '2024-12-07T23:20:24-05:00', 4, 1]\n",
      "['7zqqMEL', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.04, 0.1179, -2.25, -0.002591, '2024-12-07T22:59:20-05:00', 4, 1]\n",
      "['oNwwlE6', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -2.04, 0.2085, -1.73, -0.001437, '2024-12-07T22:53:18-05:00', 4, 1]\n",
      "['r266EZ1', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 5)', -2.03, 0.3467, -1.12, -0.000605, '2024-12-07T22:49:18-05:00', 4, 1]\n",
      "['EG0Yovr', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 5)', -2.02, 0.4221, -1.11, -0.000601, '2024-12-07T23:08:03-05:00', 4, 1]\n",
      "['vNnxaev', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 120)', -2.02, 0.0706, -1.81, -0.00286, '2024-12-07T23:07:58-05:00', 4, 1]\n",
      "['EG0Y5ZP', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -2.0, 0.0886, -2.21, -0.003438, '2024-12-07T23:03:48-05:00', 4, 1]\n",
      "['QGrrVWM', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -1.99, 0.1811, -1.65, -0.001367, '2024-12-07T22:53:19-05:00', 4, 1]\n",
      "['ZEwwnm1', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -1.99, 0.2878, -1.45, -0.001064, '2024-12-07T22:53:17-05:00', 4, 1]\n",
      "['wawwXol', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 5)', -1.99, 0.476, -1.02, -0.000527, '2024-12-07T22:48:11-05:00', 4, 1]\n",
      "['Yvwn10R', '-ts_kurtosis(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', -1.98, 0.0954, -1.72, -0.001965, '2024-12-07T23:16:37-05:00', 4, 1]\n",
      "['PGrq1Nx', '-ts_kurtosis(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', -1.98, 0.0955, -1.65, -0.001817, '2024-12-07T23:11:57-05:00', 4, 1]\n",
      "['vNnnGbd', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -1.98, 0.0923, -2.67, -0.004927, '2024-12-07T22:59:12-05:00', 4, 1]\n",
      "['oNwA2xv', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 120)', -1.97, 0.2029, -2.18, -0.00245, '2024-12-07T23:07:48-05:00', 4, 1]\n",
      "['bQ2VKAZ', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', -1.96, 0.0487, -1.61, -0.00346, '2024-12-07T23:20:21-05:00', 4, 1]\n",
      "['7zqqm31', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -1.96, 0.2049, -1.58, -0.001305, '2024-12-07T22:59:09-05:00', 4, 1]\n",
      "['5p73M01', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 66)', -1.95, 0.1196, -2.19, -0.002641, '2024-12-07T23:11:32-05:00', 4, 1]\n",
      "['5p77NnX', '-ts_rank(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -1.95, 0.1872, -1.61, -0.001361, '2024-12-07T22:47:53-05:00', 4, 1]\n",
      "['KGYqK0N', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -1.94, 0.2245, -1.36, -0.000979, '2024-12-07T23:03:19-05:00', 4, 1]\n",
      "['Xowwzxm', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -1.94, 0.1976, -1.4, -0.001037, '2024-12-07T22:59:12-05:00', 4, 1]\n",
      "['LGbbmda', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 5)', -1.94, 0.3466, -1.12, -0.00067, '2024-12-07T22:58:37-05:00', 4, 1]\n",
      "['0pkk5b2', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 5)', -1.93, 0.2875, -1.2, -0.000779, '2024-12-07T22:59:43-05:00', 4, 1]\n",
      "['GG00LQO', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -1.93, 0.0748, -1.81, -0.00294, '2024-12-07T22:53:19-05:00', 4, 1]\n",
      "['lW665r7', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -1.92, 0.2338, -1.06, -0.000612, '2024-12-07T22:58:35-05:00', 4, 1]\n",
      "600\n",
      "['QGrq6aX', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 1.66, 0.1036, 1.13, 0.001126, '2024-12-07T23:19:49-05:00', 4, 1]\n",
      "['VGwqdb8', 'ts_zscore(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 240)', 1.66, 0.1253, 1.12, 0.000906, '2024-12-07T23:16:22-05:00', 4, 1]\n",
      "['AGJYkke', 'ts_scale(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 120)', 1.66, 0.1309, 1.1, 0.000873, '2024-12-07T23:11:39-05:00', 4, 1]\n",
      "['5p73MPN', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 1.65, 0.1043, 1.13, 0.001121, '2024-12-07T23:11:55-05:00', 4, 1]\n",
      "['nNkYPpx', 'ts_zscore(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 1.64, 0.1322, 1.06, 0.00084, '2024-12-07T23:15:34-05:00', 4, 1]\n",
      "['zNwQbMR', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4), 240)', 1.63, 0.1093, 1.08, 0.00101, '2024-12-07T23:15:36-05:00', 4, 1]\n",
      "['PGrqAbJ', 'winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4)', 1.62, 0.0738, 1.39, 0.002484, '2024-12-07T23:20:22-05:00', 4, 1]\n",
      "['vNnxdjr', 'ts_zscore(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', 1.6, 0.1272, 1.05, 0.000857, '2024-12-07T23:11:42-05:00', 4, 1]\n",
      "['6pP3KGP', 'winsorize(ts_backfill(mdl39_val_mo_industry_rank, 120), std=4)', 1.59, 0.0764, 1.32, 0.002243, '2024-12-07T23:15:54-05:00', 4, 1]\n",
      "['zNwwGgR', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 240)', -1.91, 0.0869, -2.06, -0.003364, '2024-12-07T22:59:09-05:00', 4, 1]\n",
      "['waww2ap', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -1.91, 0.2063, -1.36, -0.001017, '2024-12-07T22:58:37-05:00', 4, 1]\n",
      "['g8qqGZm', '-ts_mean(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.9, 0.0589, -2.29, -0.006174, '2024-12-07T22:59:06-05:00', 4, 1]\n",
      "['9pPPNOq', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.89, 0.1589, -1.58, -0.001393, '2024-12-07T23:03:13-05:00', 4, 1]\n",
      "['LGbb3AL', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -1.89, 0.2002, -2.21, -0.002725, '2024-12-07T22:59:46-05:00', 4, 1]\n",
      "['kPkbxOK', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.88, 0.1598, -1.81, -0.00185, '2024-12-07T23:03:41-05:00', 4, 1]\n",
      "['nNkY3L8', '-ts_skewness(winsorize(ts_backfill(mdl39_val_mo_global_rank, 120), std=4), 240)', -1.87, 0.0489, -1.53, -0.00342, '2024-12-07T23:11:55-05:00', 4, 1]\n",
      "['oNwwrv6', '-ts_delta(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -1.87, 0.2379, -1.5, -0.001294, '2024-12-07T22:59:24-05:00', 4, 1]\n",
      "['lW66GAn', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -1.87, 0.2736, -1.28, -0.000933, '2024-12-07T22:59:08-05:00', 4, 1]\n",
      "['QGrrmKQ', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 22)', -1.87, 0.2489, -1.13, -0.000735, '2024-12-07T22:48:09-05:00', 4, 1]\n",
      "['MGllzek', '-ts_sum(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -1.86, 0.084, -2.24, -0.004325, '2024-12-07T22:59:10-05:00', 4, 1]\n",
      "['m522bm2', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -1.86, 0.1963, -1.59, -0.001462, '2024-12-07T22:53:16-05:00', 4, 1]\n",
      "['LGbbdnm', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -1.85, 0.8167, -1.23, -0.000879, '2024-12-07T22:53:38-05:00', 4, 1]\n",
      "['6pP3gj5', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 66)', -1.83, 0.213, -1.21, -0.00087, '2024-12-07T23:08:04-05:00', 4, 1]\n",
      "['dZ88vX2', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 5)', -1.82, 0.366, -1.27, -0.000974, '2024-12-07T22:59:45-05:00', 4, 1]\n",
      "['PGrr8ex', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 66)', -1.82, 0.1817, -1.37, -0.001129, '2024-12-07T22:59:22-05:00', 4, 1]\n",
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      "['lW6kxnA', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 22)', -1.81, 0.2553, -1.56, -0.00149, '2024-12-07T23:07:47-05:00', 4, 1]\n",
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      "['XowP16m', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 120)', -1.59, 0.0942, -1.62, -0.00277, '2024-12-07T23:11:32-05:00', 4, 1]\n",
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      "['wawwlbp', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -1.55, 0.1981, -1.18, -0.001151, '2024-12-07T22:53:16-05:00', 4, 1]\n",
      "['wawOLmv', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 22)', -1.54, 0.1986, -1.2, -0.001209, '2024-12-07T23:11:31-05:00', 4, 1]\n",
      "['AGJJJgY', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 240)', -1.53, 0.1494, -1.13, -0.001089, '2024-12-07T22:48:32-05:00', 4, 1]\n",
      "['QGrrmWw', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 66)', -1.5, 0.2153, -0.9, -0.000714, '2024-12-07T22:48:12-05:00', 4, 1]\n",
      "800\n",
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      "['XowPX8a', 'winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4)', 1.47, 0.3258, 1.01, 0.000939, '2024-12-07T23:08:01-05:00', 4, 1]\n",
      "['9pPb2Pr', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 120)', 1.46, 0.1131, 0.9, 0.000844, '2024-12-07T23:20:09-05:00', 4, 1]\n",
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      "['ZEwqNoZ', 'ts_delta(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 120)', 1.45, 0.1119, 0.9, 0.000853, '2024-12-07T23:19:49-05:00', 4, 1]\n",
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      "['0pkkggK', '-ts_sum(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.47, 0.0628, -1.52, -0.004264, '2024-12-07T22:59:10-05:00', 4, 1]\n",
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      "['5p77A6J', '-ts_scale(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 66)', -1.46, 0.1638, -1.06, -0.001059, '2024-12-07T22:58:33-05:00', 4, 1]\n",
      "['2pqqEpZ', '-ts_returns(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 22)', -1.46, 0.2527, -0.87, -0.000712, '2024-12-07T22:47:39-05:00', 4, 1]\n",
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      "['NbWW3jp', '-ts_arg_max(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 22)', -1.44, 0.1941, -0.85, -0.000699, '2024-12-07T22:59:25-05:00', 4, 1]\n",
      "['9pPPmgr', '-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 120)', -1.44, 0.1512, -1.01, -0.000975, '2024-12-07T22:59:22-05:00', 4, 1]\n",
      "['e388xbl', '-ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66)', -1.44, 0.1595, -1.15, -0.001266, '2024-12-07T22:53:43-05:00', 4, 1]\n",
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      "900\n",
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      "['m522Y19', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 66)', -1.36, 0.9849, -0.81, -0.000715, '2024-12-07T22:56:25-05:00', 4, 1]\n",
      "['OGwwGOY', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -1.36, 0.1886, -1.41, -0.002139, '2024-12-07T22:53:57-05:00', 4, 1]\n",
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      "['pNJJl6g', '-ts_zscore(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 120)', -1.35, 0.1343, -1.02, -0.001131, '2024-12-07T22:53:12-05:00', 4, 1]\n",
      "['nNkYp8z', '-ts_std_dev(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 66)', -1.34, 0.0633, -0.91, -0.001808, '2024-12-07T23:04:04-05:00', 4, 1]\n",
      "['LGbqYVv', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 66)', -1.33, 0.0528, -0.78, -0.001644, '2024-12-07T23:20:53-05:00', 4, 1]\n",
      "['AGJJzQR', '-ts_mean(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 66)', -1.33, 0.0418, -1.32, -0.00587, '2024-12-07T22:59:07-05:00', 4, 1]\n",
      "['7zqqjx5', '-ts_arg_min(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 22)', -1.33, 0.2224, -0.82, -0.000757, '2024-12-07T22:54:34-05:00', 4, 1]\n",
      "['WAwnxVQ', '-ts_returns(winsorize(ts_backfill(mdl39_val_mo_region_rank, 120), std=4), 5)', -1.32, 0.4137, -0.58, -0.000386, '2024-12-07T23:20:14-05:00', 4, 1]\n",
      "['AGJYR9X', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 120)', -1.32, 1.0369, -0.89, -0.000902, '2024-12-07T23:03:19-05:00', 4, 1]\n",
      "['j6lXE8E', '-ts_std_dev(winsorize(ts_backfill(mdl39_val_mo_sector_rank, 120), std=4), 66)', -1.31, 0.052, -0.75, -0.001591, '2024-12-07T23:25:09-05:00', 4, 1]\n",
      "['bQ2Vp0K', '-ts_ir(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 5)', -1.31, 0.4322, -0.7, -0.000577, '2024-12-07T23:07:47-05:00', 4, 1]\n",
      "['bQ22eep', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.27, 0.2394, -0.73, -0.000661, '2024-12-07T23:03:16-05:00', 4, 1]\n",
      "['8pk7m8m', '-ts_skewness(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 120)', -1.26, 0.0754, -1.07, -0.00241, '2024-12-07T23:03:17-05:00', 4, 1]\n",
      "['zNww2po', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 66)', -1.25, 0.118, -0.92, -0.00116, '2024-12-07T22:58:28-05:00', 4, 1]\n",
      "['9pPbqzq', '-ts_max_diff(winsorize(ts_backfill(mdl39_price_mo_mid_term_component, 120), std=4), 22)', -1.24, 0.1285, -1.04, -0.001412, '2024-12-07T23:03:47-05:00', 4, 1]\n",
      "['7zqqMXv', '-ts_quantile(winsorize(ts_backfill(mdl39_price_mo_long_term_component, 120), std=4), 120)', -1.24, 0.1489, -0.86, -0.000959, '2024-12-07T22:59:25-05:00', 4, 1]\n",
      "['e3888mJ', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_global_rank, 120), std=4), 66)', -1.23, 1.0523, -0.7, -0.000652, '2024-12-07T22:48:23-05:00', 4, 1]\n",
      "['xNw9Kqq', '-ts_product(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 66)', -1.21, 1.0663, -0.69, -0.000648, '2024-12-07T23:03:18-05:00', 4, 1]\n",
      "['WAwnwvN', 'ts_ir(winsorize(ts_backfill(mdl39_price_mo_short_term_component, 120), std=4), 240)', -1.2, 0.1802, -1.07, -0.001585, '2024-12-07T23:08:46-05:00', 4, 1]\n",
      "['EG0YZAG', 'ts_delta(winsorize(ts_backfill(mdl39_price_mo_region_rank, 120), std=4), 22)', -1.2, 0.2255, -0.65, -0.000588, '2024-12-07T23:03:22-05:00', 4, 1]\n",
      "['xNwwdxq', 'ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 120)', -1.19, 0.1518, -0.91, -0.00116, '2024-12-07T22:53:39-05:00', 4, 1]\n",
      "['oNwwgKb', 'ts_min_diff(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 240)', -1.18, 0.1487, -0.9, -0.001164, '2024-12-07T22:53:40-05:00', 4, 1]\n",
      "count: 358\n"
     ]
    }
   ],
   "source": [
    "## get promising alphas to improve in the next order\n",
    "fo_tracker = get_alphas(\"12-7\", \"12-9\", 0.9, 0.5, \"CHN\", 1000, \"track\", delay=1, name=\"CHN_fo_model39\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "268\n",
      "90\n",
      "sec_count: 0\n",
      "2400\n",
      "[('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(market))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sector))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(industry))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(subindustry))', 1), (\"group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(rank(cap), range='0.1, 1, 0.1')))\", 1), (\"group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(group_rank(cap,sector),range='0,1,0.1')))\", 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_h_min2_sector))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_6l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_rcsed_6l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_5l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_4l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_3l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_2l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_1l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_parent))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_level))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c30))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c20))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c10))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c2))', 1)]\n"
     ]
    }
   ],
   "source": [
    "print(len(fo_tracker['next']))\n",
    "print(len(fo_tracker['decay']))\n",
    "\n",
    "fo_layer = prune(fo_tracker['next'] + fo_tracker['decay'], 'chn', ' ', 2)\n",
    "so_alpha_list = []\n",
    "group_ops = group_ops = [\"group_neutralize\", \"group_rank\", \"group_normalize\", \"group_scale\", \"group_zscore\"]\n",
    "for region, couples in fo_layer.items():\n",
    "    for expr, decay in couples:\n",
    "        for alpha in get_group_second_order_factory([expr], group_ops, region):\n",
    "            so_alpha_list.append((alpha,decay))\n",
    "\n",
    "print(len(so_alpha_list))\n",
    "print(so_alpha_list[:20])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[[('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(market))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sector))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(industry))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(subindustry))', 1), (\"group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(rank(cap), range='0.1, 1, 0.1')))\", 1), (\"group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(group_rank(cap,sector),range='0,1,0.1')))\", 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_h_min2_sector))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_6l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_rcsed_6l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_5l))', 1)], [('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_4l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_3l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_2l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_1l))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_parent))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_level))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c30))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c20))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c10))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c2))', 1)], [('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c5))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top3000_fact4_c10))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top2000_fact4_c50))', 1), ('group_neutralize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top3000_fact3_c20))', 1), ('group_rank(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(market))', 1), ('group_rank(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sector))', 1), ('group_rank(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(industry))', 1), ('group_rank(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(subindustry))', 1), 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('group_normalize(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top3000_fact3_c20))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(market))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sector))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(industry))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(subindustry))', 1), (\"group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(rank(cap), range='0.1, 1, 0.1')))\", 1), (\"group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(bucket(group_rank(cap,sector),range='0,1,0.1')))\", 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_h_min2_sector))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_6l))', 1)], [('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_rcsed_6l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_5l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_4l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_3l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_2l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_di_1l))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_parent))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(pv13_level))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c30))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c20))', 1)], [('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c10))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c2))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta1_top3000c5))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top3000_fact4_c10))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top2000_fact4_c50))', 1), ('group_scale(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sta2_top3000_fact3_c20))', 1), ('group_zscore(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(market))', 1), ('group_zscore(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(sector))', 1), ('group_zscore(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(industry))', 1), ('group_zscore(-ts_kurtosis(winsorize(ts_backfill(mdl39_price_mo_industry_component, 120), std=4), 66),densify(subindustry))', 1)]]\n",
      "24\n"
     ]
    }
   ],
   "source": [
    "so_pools = load_task_pool(so_alpha_list, 10, 10)\n",
    "print(so_pools[0])\n",
    "print(len(so_pools))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "b'{\"user\":{\"id\":\"JW80368\"},\"token\":{\"expiry\":14400.0},\"permissions\":[\"CONSULTANT\",\"MULTI_SIMULATION\",\"PROD_ALPHAS\",\"REFERRAL\",\"SUPER_ALPHA\",\"VISUALIZATION\",\"WORKDAY\"]}'\n",
      "pool 0 task 9 post done\n",
      "pool 0 task 0 simulate done\n",
      "pool 0 task 1 simulate done\n"
     ]
    }
   ],
   "source": [
    "multi_simulate(so_pools, 'CROWDING', 'CHN', 'TOP2000U', 0, \"chn_so_model39_CRD\", 1)\n",
    "multi_simulate(so_pools, 'SECTOR', 'CHN', 'TOP2000U', 0, \"chn_so_model39_SEC\", 1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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